-12.2%
CTSH vs MNST
+97.3%
-109.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +1.8% | -3.9% | +5.7% | +3.2% |
| 30D | +9.8% | +3.9% | +5.9% | +8.6% |
| 3M | +12.1% | -0.8% | +12.9% | +12.5% |
| 6M | +27.4% | +5.1% | +22.3% | +25.4% |
| YTD | -20.3% | +18.3% | -38.5% | -25.0% |
| 1Y | -8.8% | +29.5% | -38.3% | -17.2% |
| 3Y | +4.0% | +64.0% | -60.0% | -15.1% |
| 5Y | -12.2% | +97.2% | -109.4% | -35.5% |
| All | -12.2% | +97.3% | -109.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling